Chan, J. (2019). Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation. [Canberra]: Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis.

Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation / Joshua C. C. Chan, Liana Jacobi, Dan Zhu . — [Canberra] : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, 2019. — 1 Online-Ressource (circa 24 Seiten); Illustrationen. — (CAMA working paper ; 2019, 46 (June 2019))

Chan, Joshua. Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation.[Canberra]: Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, 2019.